+542.7%
PBR vs BRO
+17.6%
+525.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +5.4% | -7.3% | +12.7% | +6.1% |
| 30D | +22.9% | -6.9% | +29.7% | +23.6% |
| 3M | +19.6% | +10.7% | +9.0% | +17.6% |
| 6M | +16.5% | -2.7% | +19.2% | +16.2% |
| YTD | +86.7% | -16.3% | +103.0% | +89.8% |
| 1Y | +74.7% | -29.1% | +103.8% | +82.4% |
| 3Y | +102.6% | -7.8% | +110.4% | +98.5% |
| All | +542.7% | +17.6% | +525.0% | +450.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling